Składowa γt modelu AARCH rozwoju gospodarczego

• Authors: Anna Janiga- Ćmiel

Title variants

EN

Component of Asymmetry γt of AARCH Model of Economic Development

• Languages of publication: PL

Abstracts

EN

In the volatility of economic development as in any other phenomenon, a regular component and an incidental component can be distinguished. The former consolidates main factors while the latter is related to random factors. It can be achieved by constructing a precise model, where the random factor isn't statistically significant. The economic development was described by means of model ARMA(1,1). Subsequently, model AARCH(3,2) was used to characterize all kinds of variations. The components of this model were examined and attention was paid to any delays which occur in the creation of the trend and amplitude.

Keywords

PL

Modele ekonometryczne; Rozwój gospodarczy; Rozwój gospodarczy państwa

EN

Econometric models; Economic development; Economic development of the country

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2014
• Volume: 191
• Pages: 24-36

Contributors

author

Anna Janiga- Ćmiel

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Identifiers

ISSN

2083-8611